+16.2%
TFC vs BAX
+47.2%
-31.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +1.7% | +3.6% | -1.9% | +0.9% |
| 30D | +9.0% | +8.5% | +0.5% | +6.6% |
| 3M | -2.1% | -4.9% | +2.7% | -1.1% |
| 6M | +3.4% | +47.0% | -43.6% | -8.1% |
| YTD | +5.3% | +38.4% | -33.2% | -6.0% |
| 1Y | +16.2% | +49.1% | -33.0% | +1.5% |
| All | +16.2% | +47.2% | -31.1% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling